+50.2%
EWJ vs WETO
-99.4%
+149.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.4% | +7.6% | +2.2% |
| 7D | +0.3% | -4.3% | +4.6% | +0.3% |
| 30D | +0.8% | -39.9% | +40.7% | +1.0% |
| 3M | +7.5% | -97.9% | +105.4% | +9.6% |
| 6M | +15.6% | -95.0% | +110.6% | +17.4% |
| YTD | +22.7% | -97.2% | +119.9% | +24.8% |
| 1Y | +26.4% | -98.9% | +125.3% | +28.6% |
| All | +50.2% | -99.4% | +149.6% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WETO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling